Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.36% | 13.26 CHF | 13.31 CHF | 8,000 | 8,000 | 3,652 | 3,652 | 51,140 CHF | 51,323 CHF | 100.00% | 100.00% |
15/05/2024 | 0.33% | 15.29 CHF | 15.33 CHF | 10,000 | 10,000 | 4,411 | 4,411 | 58,216 CHF | 58,393 CHF | 99.99% | 99.99% |
14/05/2024 | 0.34% | 12.01 CHF | 12.05 CHF | 10,000 | 10,000 | 4,461 | 4,461 | 53,514 CHF | 53,693 CHF | 99.66% | 99.66% |
13/05/2024 | 0.35% | 11.41 CHF | 11.45 CHF | 10,000 | 10,000 | 4,476 | 4,476 | 51,518 CHF | 51,698 CHF | 100.00% | 100.00% |
10/05/2024 | 0.36% | 11.78 CHF | 11.82 CHF | 10,000 | 10,000 | 4,478 | 4,478 | 51,430 CHF | 51,609 CHF | 99.87% | 99.87% |
08/05/2024 | 0.60% | 11.42 CHF | 11.46 CHF | 9,700 | 9,700 | 3,265 | 3,265 | 38,393 CHF | 38,571 CHF | 97.39% | 97.39% |
07/05/2024 | 0.41% | 12.01 CHF | 12.03 CHF | 19,000 | 19,000 | 8,548 | 8,548 | 97,746 CHF | 97,995 CHF | 55.55% | 94.43% |
06/05/2024 | - | 7.21 CHF | - CHF | 13,600 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.73% |
03/05/2024 | 0.34% | 8.85 CHF | 8.88 CHF | 12,700 | 12,700 | 5,203 | 5,203 | 46,392 CHF | 46,549 CHF | 99.87% | 99.87% |
02/05/2024 | 0.39% | 9.83 CHF | 9.87 CHF | 10,600 | 10,600 | 4,803 | 4,803 | 49,589 CHF | 49,782 CHF | 99.97% | 99.97% |